-92.8%
LCID vs NTNX
+82.3%
-175.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -9.8% | -3.1% | -6.7% | -9.2% |
| 30D | -35.5% | +2.0% | -37.4% | -35.7% |
| 3M | -18.4% | +34.0% | -52.3% | -23.4% |
| 6M | -60.5% | +72.4% | -132.9% | -64.8% |
| YTD | -60.1% | +27.5% | -87.6% | -62.5% |
| 1Y | -78.8% | -18.7% | -60.1% | -78.4% |
| 3Y | -92.8% | +80.8% | -173.5% | -94.5% |
| All | -92.8% | +82.3% | -175.1% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling